Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DPHYX (THE HIGH-YIELD BOND PORTFOLIO DPT CLASS) | NA | 1.12% | 11.24% | 7.15% | 6.97% | 7.22% | 8.50% | 7.46% |
Data as of 12/31/2021, AR inception is 12/30/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DPHYX (THE HIGH-YIELD BOND PORTFOLIO DPT CLASS) | 12/30/1996 | 12/31/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.12 | 11.24 | 7.15 | 6.97 | 7.22 | 8.50 | 7.46 | 1.12 | 7.51 | 15.12 | -4.41 | 7.62 | 13.43 | -4.98 | 0.46 | 9.21 | 17.78 | 3.43 | 17.04 | 54.70 | -24.52 | 2.19 | 12.43 | 2.97 | 17.37 | 31.79 | 0.25 | -1.07 | -4.68 | 4.20 | 1.75 | 18.14 | 0.05 |
| Sharpe Ratio | NA | 0.36 | 1.20 | 0.91 | 1.15 | NA | NA | 1.15 | 0.36 | 0.65 | 4.26 | -1.78 | 2.98 | 2.76 | -1.15 | 0.11 | 2.87 | 5.56 | 0.56 | 3.90 | 7.57 | -2.76 | -0.26 | 5.12 | 0.32 | 6.37 | 8.53 | -0.17 | -0.46 | -1.99 | 0.24 | -0.43 | 5.07 | NA |
| Standard Deviation(%) | NA | 3.09 | 8.91 | 7.14 | 5.77 | NA | NA | 5.36 | 3.09 | 11.19 | 3.22 | 3.23 | 2.35 | 4.77 | 4.34 | 3.85 | 3.20 | 3.22 | 6.11 | 4.35 | 7.22 | 9.20 | 3.22 | 1.79 | 2.53 | 2.58 | 3.65 | 5.14 | 7.43 | 4.39 | 4.06 | 3.61 | 2.87 | 0.00 |
| Draw Down(%) | NA | 2.70 | 20.70 | 20.70 | 20.70 | NA | NA | 32.26 | 2.70 | 20.70 | 1.34 | 5.86 | 2.19 | 3.83 | 10.21 | 8.18 | 5.21 | 3.42 | 12.21 | 5.53 | 7.49 | 31.68 | 5.04 | 1.66 | 5.22 | 2.56 | 3.10 | 11.85 | 14.30 | 8.15 | 6.57 | 10.13 | 3.05 | 0.00 |
| Yield(%) | 0.00 | 12.59 | 9.98 | 8.18 | 7.45 | 7.23 | 8.68 | 6.68 | 2.59 | 19.51 | 5.82 | 6.82 | 7.58 | 6.45 | 4.74 | 6.41 | 6.67 | 6.16 | 7.65 | 8.79 | 13.32 | 7.09 | 7.46 | 8.49 | 7.67 | 10.19 | 10.70 | 8.08 | 9.63 | 12.16 | 11.24 | 11.06 | 11.72 | 0.64 |
Data as of 12/31/2021, AR inception is 12/30/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DPHYX (THE HIGH-YIELD BOND PORTFOLIO DPT CLASS) |
-6.03%
Nov 2005 - Nov 2008 |
-1.12%
Oct 1997 - Oct 2002 |
2.47%
Nov 1998 - Nov 2008 |
6.14%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DPHYX (THE HIGH-YIELD BOND PORTFOLIO DPT CLASS) |
24.28%
Feb 2009 - Feb 2012 |
20.30%
Nov 2008 - Nov 2013 |
12.34%
Oct 2002 - Oct 2012 |
9.98%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart